ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 01-Nov-2018

Day Change Summary
	Previous	Current
	31-Oct-2018	01-Nov-2018	Change	Change %	Previous Week
Open	112-165	112-135	-0-030	-0.1%	112-025
High	112-170	112-167	-0-003	0.0%	112-280
Low	112-105	112-113	0-008	0.0%	112-010
Close	112-122	112-155	0-033	0.1%	112-242
Range	0-065	0-055	-0-010	-15.5%	0-270
ATR	0-083	0-081	-0-002	-2.4%	0-000
Volume	1,088,198	937,235	-150,963	-13.9%	6,389,175

Daily Pivots for day following 01-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-310	112-287	112-185
R3	112-255	112-232	112-170
R2	112-200	112-200	112-165
R1	112-177	112-177	112-160	112-189
PP	112-145	112-145	112-145	112-151
S1	112-123	112-123	112-150	112-134
S2	112-090	112-090	112-145
S3	112-035	112-068	112-140
S4	111-300	112-013	112-125

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-027	114-245	113-071
R3	114-077	113-295	112-317
R2	113-127	113-127	112-292
R1	113-025	113-025	112-267	113-076
PP	112-178	112-178	112-178	112-203
S1	112-075	112-075	112-218	112-126
S2	111-228	111-228	112-193
S3	110-278	111-125	112-168
S4	110-008	110-175	112-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-280	112-105	0-175	0.5%	0-077	0.2%	29%	False	False	1,162,721
10	112-280	112-010	0-270	0.8%	0-083	0.2%	54%	False	False	1,155,519
20	112-280	111-265	1-015	0.9%	0-079	0.2%	63%	False	False	1,093,733
40	113-127	111-265	1-182	1.4%	0-073	0.2%	42%	False	False	979,075
60	113-198	111-265	1-253	1.6%	0-068	0.2%	37%	False	False	840,020
80	113-198	111-265	1-253	1.6%	0-063	0.2%	37%	False	False	631,824

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	113-081
2.618	112-311
1.618	112-256
1.000	112-222
0.618	112-201
HIGH	112-167
0.618	112-146
0.500	112-140
0.382	112-134
LOW	112-113
0.618	112-079
1.000	112-058
1.618	112-024
2.618	111-289
4.250	111-199

Fisher Pivots for day following 01-Nov-2018
Pivot	1 day	3 day
R1	112-150	112-166
PP	112-145	112-162
S1	112-140	112-159

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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